Supertrend

Strategy

Index symbols only (S&P 500, NASDAQ, DAX, etc.).

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 98.99% Avg Sharpe 0.34
Avg Sortino 1.01 Avg Max DD % -21.51%
Avg Win Rate % 45.01% Total Trades 300
Profit Factor 2.34 Volatility (Ann.) % 5.18%
Avg Trade Return % 52218.60%
Chart for symbol:

Charts & distributions

Equity curve

Log equity curve

Drawdown (underwater)

Rolling 12-month Sharpe

Rolling 12-month return (%)

Period return (≈ monthly)

Return distribution (bar returns)

MAE vs MFE (trades)

Regime return %

Monthly returns (run)

Performance metrics (tabular)

MetricValue
Total return+13.82%
Net profit$138,153
Gross profit$3,096,600,014
Gross loss$1,715,067,676
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.74%
Median monthly return+0.00%
Best month return+15.37%
Worst month return-4.06%
Rolling 12-month return+33.34%
Return per trade+17269.1542
Return per day in trade+0.0000
Log return CAGR+7.88%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+11.58%

Runs by symbol

Select a country index to view that country's symbols, results, and strategy stats (average and distribution).